running python from a memory stick?

[John Salerno]

Is there a way to 'install' and use Python on a memory stick, just as 
you would on any computer? I use Windows, and I know the installation 
does things with the registry, so probably I couldn't use the executable 
file to install it. But is it possible to do it some other way, such as 
how you might build it yourself on Linux (although I don't know how to 
do that yet) and then just write and run scripts normally straight from 
your memory stick?